TY  - BOOK
AU  - Gregory, Jon
TI  - Counterparty credit risk: the new challenge for global financial markets
SN  - 978-0-470-68576-1
AV  - HG/6024.A3/G74/2011 
CY  - West Sussex
KW  - Riesgo de crédito
KW  - Mercados financieros
N1  - Contiene: 1. Setting the scene.- 2. Defining counterparty credit risk.- 3. Mitigating counterparty credit risk.- 4. Quantifying counterparty credit exposure I.- 5. Quantifying counterparty credit exposure II.- 6. Overview of credit risk and credit derivates.- 7. Princing counterparty credit risk I.- 8. Princing counterparty credit risk II.- 9. Hedging counterparty risk.- 10. Portfolio models and economic capital.- 11. Counterparty risk, regulation and Basel II.- 12. Managing counterparty risk in a financial institution.- 13. Counterparty risk of default remote entities.- 14. The roles of a central counterparty.- 15. The future of counterparty risk
ER  -